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1

Optimal Strategy for Limit Order Book Submissions in High Frequency Trading

Song, Na, Xie, Yue, Ching, Wai-Ki, Siu, Tak-Kuen, Yiu, Cedric Ka-Fai

Journal:

East Asian Journal on Applied Mathematics

Year:

2016

Language:

english

File:

PDF, 188 KB

english, 2016

2

Jump detection in financial time series using machine learning algorithms

Au Yeung, Jay F. K., Wei, Zi-kai, Chan, Kit Yan, Lau, Henry Y. K., Yiu, Ka-Fai Cedric

Journal:

Soft Computing - A Fusion of Foundations, Methodologies and Applications

Year:

2019

Language:

english

File:

PDF, 1.10 MB

english, 2019

3

A new optimization algorithm for single hidden layer feedforward neural networks

Li, Leong Kwan, Shao, Sally, Yiu, Ka-Fai Cedric

Journal:

Applied Soft Computing

Year:

2013

Language:

english

File:

PDF, 233 KB

english, 2013

4

Modelling and Optimization in Engineering Applications

Teo, Kok Lay, Chinchuluun, Altannar, Yiu, Cedric Ka-Fai

Journal:

Applied Mathematical Modelling

Year:

2018

Language:

english

File:

PDF, 203 KB

english, 2018

5

Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand

Liu, Jingzhen, Cedric Yiu, Ka Fai, Bensoussan, Alain

Journal:

SIAM Journal on Control and Optimization

Year:

2018

Language:

english

File:

PDF, 272 KB

english, 2018

6

Optimal portfolios with regime switching and value-at-risk constraint

Ka-Fai Cedric Yiu, Jingzhen Liu, Tak Kuen Siu, Wai-Ki Ching

Journal:

Year:

2010

Language:

english

File:

PDF, 591 KB

english, 2010

7

Hyper-parameterization of sparse reconstruction for speech enhancement

Shi, Yue, Low, Siow Yong, Cedric Yiu, Ka Fai

Journal:

Applied Acoustics

Year:

2018

Language:

english

File:

PDF, 851 KB

english, 2018

8

Financial derivatives and risk models

Journal:

Risk and Decision Analysis

Year:

2013

File:

PDF, 21 KB

2013

9

Optimal Investment and Proportional Reinsurance with Risk Constraint

Liu, Jingzhen, Yiu, Ka Fai Cedric, Loxton, Ryan C., Teo, Kok Lay

Journal:

Journal of Mathematical Finance

Year:

2013

Language:

english

File:

PDF, 385 KB

english, 2013

10

Nonlinear system modeling via knot-optimizing B-spline networks

Ka Fai Cedric Yiu,, Song Wang,, Kok Lay Teo,, Ah Chung Tsoi,

Journal:

IEEE Transactions on Neural Networks

Year:

2001

Language:

english

File:

PDF, 197 KB

english, 2001

11

Optimal switching for linear quadratic problem of switched systems in discrete time

Xu, Wei, Feng, Zhi Guo, Peng, Jian Wen, Yiu, Ka Fai Cedric

Journal:

Year:

2017

Language:

english

File:

PDF, 1001 KB

english, 2017

12

New exact penalty function for solving constrained finite min-max problems

Cheng Ma, Xun Li, Ka-Fai Cedric Yiu, Lian-sheng Zhang

Journal:

Applied Mathematics and Mechanics

Year:

2012

Language:

english

File:

PDF, 250 KB

english, 2012

13

Design of Sparse Filters by a Discrete Filled Function Technique

Feng, Zhi Guo, Yiu, Ka Fai Cedric, Wu, Soon Yi

Journal:

Circuits, Systems, and Signal Processing

Year:

2018

Language:

english

File:

PDF, 672 KB

english, 2018

14

Optimal investment with a value-at-risk constraint

Liu, Jingzhen, Bai, Lihua, Yiu, Ka-Fai Cedric

Journal:

Journal of Industrial and Management Optimization

Year:

2012

Language:

english

File:

PDF, 433 KB

english, 2012

15

A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection

Shi, Yue, Ng, Chi Tim, Feng, Zhiguo, Yiu, Ka-Fai Cedric

Journal:

Journal of Applied Statistics

Year:

2019

File:

PDF, 3.34 MB

2019

16

Placement Design of Microphone Arrays in Near-Field Broadband Beamformers

Feng, Zhi Guo, Yiu, Ka Fai Cedric, Nordholm, Sven Erik

Journal:

IEEE Transactions on Signal Processing

Year:

2012

Language:

english

File:

PDF, 2.87 MB

english, 2012

17

Beamspace blind signal separation for speech enhancement

Siow Yong Low, Ka-Fai Cedric Yiu, Sven Nordholm

Journal:

Optimization and Engineering

Year:

2009

Language:

english

File:

PDF, 509 KB

english, 2009

18

Second-order-based blind signal separation in reverberant environments

Low, Siow Yong, Yiu, Cedric Ka-Fai, Nordholm, Sven

Journal:

International Journal of Electronics

Year:

2015

Language:

english

File:

PDF, 417 KB

english, 2015

19

Enhancement of Speech Recognitions for Control Automation Using an Intelligent Particle Swarm Optimization

Chan, Kit Yan, Yiu, Cedric K. F., Dillon, Tharam S., Nordholm, Sven, Ling, Sai Ho

Journal:

IEEE Transactions on Industrial Informatics

Year:

2012

Language:

english

File:

PDF, 2.22 MB

english, 2012

20

Neural Network Analysis for the detection of glaucomatous damage

Yiu, K.F. Cedric

Journal:

Applied Soft Computing

Year:

2014

Language:

english

File:

PDF, 336 KB

english, 2014

21

Speech enhancement strategy for speech recognition microcontroller under noisy environments

Yan Chan, Kit, Nordholm, Sven, Yiu, Ka Fai Cedric, Togneri, Roberto

Journal:

Year:

2013

Language:

english

File:

PDF, 877 KB

english, 2013

22

On the Indoor Beamformer Design With Reverberation

Li, Zhibao, Yiu, Ka Fai Cedric, Nordholm, Sven

Journal:

IEEE/ACM Transactions on Audio, Speech, and Language Processing

Year:

2014

Language:

english

File:

PDF, 1.95 MB

english, 2014

23

A Hybrid Descent Method for Optimal Sigmoid Filter Design

Chan, Kit Yan, Nordholm, Sven, Low, Siow Yong, Yong, Pei Chee, Yiu, Ka Fai Cedric

Journal:

IEEE Signal Processing Letters

Year:

2014

Language:

english

File:

PDF, 912 KB

english, 2014

24

On two novel types of three-way decisions in three-way decision spaces

Hu, Bao Qing, Wong, Heung, Yiu, Ka-fai Cedric

Journal:

International Journal of Approximate Reasoning

Year:

2017

Language:

english

File:

PDF, 664 KB

english, 2017

25

The impact of demand variability and transshipment on vendor's distribution policies under vendor managed inventory strategy

Xu Chen, Gang Hao, Xun Li, Ka Fai Cedric Yiu

Journal:

International Journal of Production Economics

Year:

2012

Language:

english

File:

PDF, 263 KB

english, 2012

26

Modelling the effects of sexting on the transmission dynamics of HSV-2 amongst adolescents

Mhlanga, A., Bhunu, C.P., Mushayabasa, S., Yiu, Cedric K.F.

Journal:

Cogent Mathematics

Year:

2015

Language:

english

File:

PDF, 1.21 MB

english, 2015

27

A hybrid solution to collaborative decision-making in a decentralized supply-chain

Steven Y.P. Lu, Henry Y.K. Lau, Cedric K.F. Yiu

Journal:

Journal of Engineering and Technology Management

Year:

2012

Language:

english

File:

PDF, 652 KB

english, 2012

28

Assembly of Superparamagnetic Nanoparticles under Unidirectional External Magnetic Flux: Experimental and Model Establishments

Yiu, K. F. Cedric, Yu, Chih Hao, Tang, Huili, He, Heyong, Tsang, Shik Chi, Tam, Kin Y.

Journal:

The Journal of Physical Chemistry C

Year:

2008

Language:

english

File:

PDF, 284 KB

english, 2008

29

[IEEE 2013 9th International Conference on Information, Communications & Signal Processing (ICICS) - Tainan, Taiwan (2013.12.10-2013.12.13)] 2013 9th International Conference on Information, Communications & Signal Processing - On the design of GSC beamformer in reverberant environment

Zhibao Li,, Yiu, Ka Fai Cedric

Year:

2013

Language:

english

File:

PDF, 244 KB

english, 2013

30

[IEEE 2012 Fifth International Joint Conference on Computational Sciences and Optimization (CSO) - Harbin, Heilongjiang, China (2012.06.23-2012.06.26)] 2012 Fifth International Joint Conference on Computational Sciences and Optimization - Optimal Submission Problem in a Limit Order Book with VaR Constraints

Song, Na, Ching, Wai-Ki, Siu, Tak-Kuen, Yiu, Cedric

Year:

2012

Language:

english

File:

PDF, 193 KB

english, 2012

31

Microphone configuration for beamformer design using the Taguchi method

Chan, Kit Yan, Yiu, Cedric Ka Fai, Nordholm, Sven

Journal:

Year:

2016

Language:

english

File:

PDF, 1.96 MB

english, 2016

32

Delayed Optimal Control of Stochastic LQ Problem

Ni, Yuan-Hua, Cedric Yiu, Ka-Fai, Zhang, Huanshui, Zhang, Ji-Feng

Journal:

SIAM Journal on Control and Optimization

Year:

2017

Language:

english

File:

PDF, 382 KB

english, 2017

33

A robust transform domain echo canceller employing a parallel filter structure

Jiaquan Huo, Ka Fai Cedric Yiu, Sven Nordholm, Kok Lay Teo

Journal:

Signal Processing

Year:

2006

Language:

english

File:

PDF, 357 KB

english, 2006

34

A hybrid noise suppression filter for accuracy enhancement of commercial speech recognizers in varying noisy conditions

Chan, Kit Yan, Yong, Pei Chee, Nordholm, Sven, Yiu, Cedric K.F., Lam, Hak Keung

Journal:

Applied Soft Computing

Year:

2014

Language:

english

File:

PDF, 1.43 MB

english, 2014

35

A Decision-Directed Adaptive Gain Equalizer for Assistive Hearing Instruments

Chan, Kit Yan, Low, Siow Yong, Nordholm, Sven, Yiu, Ka Fai Cedric

Journal:

IEEE Transactions on Instrumentation and Measurement

Year:

2014

Language:

english

File:

PDF, 1.39 MB

english, 2014

36

Two-sided bounds on some output-related quantities in linear stochastically excited vibration systems with application of the differential calculus of norms

Kohaupt, L., Yiu, Cedric K.F.

Journal:

Cogent Mathematics

Year:

2016

Language:

english

File:

PDF, 1.96 MB

english, 2016

37

On sparse beamformer design with reverberation

Li, Zhibao, Yiu, Ka Fai Cedric, Dai, Yu-Hong

Journal:

Applied Mathematical Modelling

Year:

2017

Language:

english

File:

PDF, 2.88 MB

english, 2017

38

FPGA multi-filter system for speech enhancement via multi-criteria optimization

Yiu, Ka Fai Cedric, Li, Zhibao, Low, Siow Yong, Nordholm, Sven

Journal:

Applied Soft Computing

Year:

2014

Language:

english

File:

PDF, 3.67 MB

english, 2014

39

Computer Simulation of Progressive Retinal Nerve Fiber Layer Loss in Glaucoma: Performance of Event and Trend Analyses

Yu, Marco, Weinreb, Robert N., Yiu, Cedric, Liu, Shu, Or, Ming Keung, Ye, Cong, Lam, Dennis Shun-Chiu, Leung, Christopher Kai-Shun

Journal:

Investigative Ophthalmology & Visual Science

Year:

2011

Language:

english

File:

PDF, 1.02 MB

english, 2011

40

Optimal Design of IIR Filters via the Partial Fraction Decomposition Method

Qi, He, Feng, Zhi Guo, Yiu, Ka Fai Cedric, Nordholm, Sven

Journal:

IEEE Transactions on Circuits and Systems II: Express Briefs

Year:

2018

Language:

english

File:

PDF, 294 KB

english, 2018

41

[IEEE 2010 International Conference on Green Circuits and Systems (ICGCS) - Shanghai, China (2010.06.21-2010.06.23)] The 2010 International Conference on Green Circuits and Systems - Hybrid reconfigurable architecture for low power digital signal processing system

Ho, Chun Hok, Yiu, Cedric Ka Fai

Year:

2010

Language:

english

File:

PDF, 698 KB

english, 2010

42

Beamformer configuration design in reverberant environments

Li, Zhibao, Yiu, Ka-Fai Cedric

Journal:

Engineering Applications of Artificial Intelligence

Year:

2015

Language:

english

File:

PDF, 703 KB

english, 2015

43

[IEEE 2011 2nd International Conference on Intelligent Control and Information Processing (ICICIP) - Harbin, China (2011.07.25-2011.07.28)] 2011 2nd International Conference on Intelligent Control and Information Processing - Feature extraction of the deformed patterned textile

Feng, Zhi Guo, Yiu, Ka Fai Cedric, Mak, Kai Ling

Year:

2011

Language:

english

File:

PDF, 176 KB

english, 2011

44

A hybrid method for the design of oversampled uniform DFT filter banks

Ka Fai Cedric Yiu, Nedelko Grbić, Sven Nordholm, Kok Lay Teo

Journal:

Signal Processing

Year:

2006

Language:

english

File:

PDF, 610 KB

english, 2006

45

Performance Limit of Broadband Beamformer Designs in Space and Frequency

Feng, Zhi Guo, Yiu, Ka Fai Cedric, Nordholm, Sven Erik

Journal:

Journal of Optimization Theory and Applications

Year:

2015

Language:

english

File:

PDF, 4.52 MB

english, 2015

46

[IEEE 2009 IEEE 13th International Symposium on Consumer Electronics (ISCE) - Kyoto, Japan (2009.05.25-2009.05.28)] 2009 IEEE 13th International Symposium on Consumer Electronics - Design of prototype filter of DFT filter banks with low implementation complexity

Feng, Zhi Guo, Yiu, Ka Fai Cedric

Year:

2009

Language:

english

File:

PDF, 177 KB

english, 2009

47

Optimality Analysis of a Class of Semi-infinite Programming Problems

Feng, Zhi Guo, Chen, Fei, Chen, Lin, Yiu, Ka Fai Cedric

Journal:

Journal of Optimization Theory and Applications

Year:

2020

File:

PDF, 487 KB

2020

48

Distributed LCMV beamformer design by randomly permuted ADMM

Li, Zhibao, Yiu, Ka Fai Cedric, Dai, Yu-Hong, Nordholm, Sven

Journal:

Digital Signal Processing

Year:

2020

File:

PDF, 1.23 MB

2020

49

The design of multi-dimensional acoustic beamformers via window functions

Feng, Zhi Guo, Yiu, Ka Fai Cedric

Journal:

Digital Signal Processing

Year:

2014

Language:

english

File:

PDF, 1.29 MB

english, 2014

50

Coordinating Supply Chains With a General Price-Dependent Demand Function: Impacts of Channel Leadership and Information Asymmetry

Chiu, Chun-Hung, Choi, Tsan-Ming, Li, Xun, Yiu, Cedric Ka-Fai

Journal:

IEEE Transactions on Engineering Management

Year:

2016

Language:

english

File:

PDF, 553 KB

english, 2016

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